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On the generalized risk measures 被引量:1

On the generalized risk measures
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摘要 In this paper, new risk measures are introduced, tation results are also given. These newly introduced risk introduced by Song and Yan (2009) and Karoui (2009). and the corresponding represen- measures are extensions of those In this paper, new risk measures are introduced, tation results are also given. These newly introduced risk introduced by Song and Yan (2009) and Karoui (2009). and the corresponding represen- measures are extensions of those
出处 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2012年第3期281-289,共9页 高校应用数学学报(英文版)(B辑)
基金 Supported in part by the National Natural Science Foundation of China (10971157) Key Projects of Philosophy and Social Sciences Research Ministry of Education of China (09JZD0027) The Talent Introduction Projects of Nanjing Audit University
关键词 risk measure DISTORTION cash subadditivity robust representation. risk measure, distortion, cash subadditivity, robust representation.
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